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LGGNY vs. UBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LGGNY vs. UBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legal & General Group Plc (LGGNY) and UBS Group AG (UBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGGNY achieves a 16.30% return, which is significantly higher than UBS's 11.85% return. Over the past 10 years, LGGNY has underperformed UBS with an annualized return of 12.23%, while UBS has yielded a comparatively higher 17.05% annualized return.


LGGNY

1D
0.31%
1M
6.08%
YTD
16.30%
6M
19.20%
1Y
24.04%
3Y*
20.26%
5Y*
8.88%
10Y*
12.23%

UBS

1D
0.67%
1M
8.90%
YTD
11.85%
6M
11.56%
1Y
70.28%
3Y*
41.93%
5Y*
30.23%
10Y*
17.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGNY vs. UBS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGGNY
Legal & General Group Plc
16.30%32.85%-3.49%17.36%-21.83%18.83%-1.17%45.45%-16.11%35.63%
UBS
UBS Group AG
11.85%60.21%2.03%67.65%5.92%27.93%17.99%7.15%-32.68%21.53%

Correlation

The correlation between LGGNY and UBS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2014

0.51

The correlation between LGGNY and UBS shifts across timeframes, from 0.43 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

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Return for Risk

LGGNY vs. UBS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGGNY
LGGNY Risk / Return Rank: 7070
Overall Rank
LGGNY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LGGNY Sortino Ratio Rank: 6868
Sortino Ratio Rank
LGGNY Omega Ratio Rank: 6767
Omega Ratio Rank
LGGNY Calmar Ratio Rank: 6969
Calmar Ratio Rank
LGGNY Martin Ratio Rank: 7272
Martin Ratio Rank

UBS
UBS Risk / Return Rank: 8888
Overall Rank
UBS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UBS Sortino Ratio Rank: 9393
Sortino Ratio Rank
UBS Omega Ratio Rank: 9191
Omega Ratio Rank
UBS Calmar Ratio Rank: 8282
Calmar Ratio Rank
UBS Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LGGNY vs. UBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General Group Plc (LGGNY) and UBS Group AG (UBS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGGNYUBSDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.20

1.43

-0.23

Calmar ratioReturn relative to maximum drawdown

1.45

2.71

-1.26

Martin ratioReturn relative to average drawdown

3.92

7.24

-3.32

LGGNY vs. UBS - Sharpe Ratio Comparison

The current LGGNY Sharpe Ratio is 1.09, which is lower than the UBS Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of LGGNY and UBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LGGNY vs. UBS - Drawdown Comparison

The maximum LGGNY drawdown since its inception was -89.75%, which is greater than UBS's maximum drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for LGGNY and UBS.


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Drawdown Indicators


LGGNYUBSDifference

Max Drawdown

Largest peak-to-trough decline

-89.75%

-61.38%

-28.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-26.07%

+9.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.03%

-27.00%

+8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-43.39%

-33.41%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-62.54%

-61.38%

-1.16%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-20.38%

-19.18%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.14%

9.74%

-3.60%

Volatility

LGGNY vs. UBS - Volatility Comparison

The current volatility for Legal & General Group Plc (LGGNY) is 5.01%, while UBS Group AG (UBS) has a volatility of 6.82%. This indicates that LGGNY experiences smaller price fluctuations and is considered to be less risky than UBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGNYUBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

6.82%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.23%

20.07%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

25.82%

-3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.86%

30.37%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.50%

30.33%

+4.17%

Dividends

LGGNY vs. UBS - Dividend Comparison

LGGNY's dividend yield for the trailing twelve months is around 7.45%, more than UBS's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
LGGNY
Legal & General Group Plc
7.45%7.92%9.06%7.34%7.62%5.68%5.86%4.97%6.77%8.42%12.35%4.47%
UBS
UBS Group AG
1.08%2.92%3.46%0.89%1.34%1.04%3.87%5.48%0.00%3.30%5.42%3.87%

Financials

LGGNY vs. UBS - Financials Comparison

This section allows you to compare key financial metrics between Legal & General Group Plc and UBS Group AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


8.00B10.00B12.00B14.00B16.00B18.00B20.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
20.20B
(LGGNY) Total Revenue
(UBS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LGGNY and UBS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBS has higher volatility (6.82%) compared to LGGNY (5.01%). In terms of maximum drawdown, LGGNY dropped -89.75% vs UBS's -61.38%.

UBS currently has the higher Sharpe Ratio (2.74 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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